How does an anointed know he is anointed?
They know by holy spirit. One comment they make in regards to what is different is they say that it seems the Bible is speaking directly to them. So that is confirmed, you do feel certain passages are more directly relating to you. But other than that, they cannot explain anything other than they know they are of the elect. It is something holy spirit communicates to them.
How do the non-anointed recognize him as one truly anointed, instead of someone who thinks too much of himself?
They can't. So they can't tell a true anointed from a claimer.
What keeps the non-anointed from wishing that they, too, will share heaven, instead of having to survive Armageddon, work hard (for a mere thousand years), have no sex (for a mere thousand years), be taken for a plaything by Jehovah, in his releasing Satan so he can tempt them into sin again and Jehovah can have a second chance at destroying them, and ONLY THEN living a life worth living? I am sorry, but I see a lot of reasons why I would claim to be "one of the anointed".
This is very intuitive. But let's just look at the WTS org. The parable of the vineyard workers is about the WTS, how after 21 years in 1935 a second class would show up expecting less than the "penny" which is the heavenly hope. They work for 11 hours and each our is 7 years, so 77 years from 1914 to 1991. But from the 3rd-hour workers to the 11th hour workers they expect less than the penny, which turns out to be the earthly hope. 21 years + 1914 = 1935, which is when those "other sheep" claim they didn't feel like they were going to heaven. BUT... when the messiah arrives after 1991 he pays the last to the first the PENNY! So you are right. Why wouldn't someone of the other sheep want to be in the heavenly class. Well, all the "other sheep" are indeed invited to be in the heavenly lass after 1991 or at least after Passover of 1993 when the payment for the work begins from the last to the first! So in fact EVERYBODY, all the workers, who are faithful and paying attention get the same reward, "the penny." So Jehovah does, indeed invite ALL into the kingdom if they are worthy. Further, the kingdom calling is for 1,440,000. The 144,000 are just the remnant Jews who make up the "root" of kingdom members (Isa 6:13). So technically EVERYBODY potentially, even the ancient ones of Abraham and Noah and others are entitled to the kingdom. But it is a very high standard. If that high standard isn't met, of course, the earthly hope is offered for those qualifying for that.
Now, the fact that you are concerned about it suggests you might have the calling. Some don't find out until the millennium begins that they have been chosen. So you may indeed be of the elect but don't know it! Isn't that wonderful?
LS